Twin Tree Management, LP Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$6.4B
Holdings
579
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (579 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | COFCAPITAL ONE FINL CORP | 252,511 | $16.0B | 251.26% | Put |
| 102 | —WHOLE FOODS MKT INC | 495,831 | $15.9B | 248.74% | Put |
| 103 | OKEONEOK INC NEW | 328,900 | $15.6B | 244.51% | Put |
| 104 | VFCV F CORP | 253,070 | $15.6B | 243.81% | Put |
| 105 | STTSTATE STR CORP | 284,104 | $15.3B | 240.01% | Put |
| 106 | EBAEBAY INC | 644,178 | $15.1B | 236.27% | Put |
| 107 | SBUXSTARBUCKS CORP | 258,910 | $14.8B | 231.71% | Put |
| 108 | AMATAPPLIED MATLS INC | 609,898 | $14.6B | 229.05% | Put |
| 109 | PKGPACKAGING CORP AMER | 216,042 | $14.5B | 226.56% | Put |
| 110 | ENBENBRIDGE INC | 338,831 | $14.4B | 224.88% | Put |
| 111 | FDXFEDEX CORP | 93,700 | $14.2B | 222.83% | Put |
| 112 | FCXFREEPORT-MCMORAN INC | 1,267,500 | $14.1B | 221.23% | Put |
| 113 | WHRWHIRLPOOL CORP | 83,460 | $13.9B | 217.91% | Put |
| 114 | FITBFIFTH THIRD BANCORP | 779,761 | $13.7B | 214.88% | Put |
| 115 | MRO*MARATHON OIL CORP | 899,952 | $13.5B | 211.64% | Put |
| 116 | CRCCANADIAN NAT RES LTD | 437,793 | $13.5B | 211.47% | Put |
| 117 | NEMNEWMONT MINING CORP | 343,715 | $13.4B | 210.68% | Put |
| 118 | TMOTHERMO FISHER SCIENTIFIC INC | 90,597 | $13.4B | 209.73% | Put |
| 119 | —MICHAEL KORS HLDGS LTD | 267,854 | $13.3B | 207.64% | Put |
| 120 | EAELECTRONIC ARTS INC | 172,539 | $13.1B | 204.79% | Put |
| 121 | —SUNTRUST BKS INC | 317,456 | $13.0B | 204.32% | Put |
| 122 | —LINKEDIN CORP | 68,696 | $13.0B | 203.68% | Put |
| 123 | VIABVIACOM INC NEW | 313,261 | $13.0B | 203.54% | Put |
| 124 | TRPTRANSCANADA CORP | 283,593 | $12.8B | 200.92% | Put |
| 125 | CVSCVS HEALTH CORP | 129,402 | $12.4B | 194.11% | Put |
| 126 | UNHUNITEDHEALTH GROUP INC | 87,200 | $12.3B | 192.92% | Put |
| 127 | VODVODAFONE GROUP PLC NEW | 398,600 | $12.3B | 192.90% | Put |
| 128 | CNCCENTENE CORP DEL | 170,842 | $12.2B | 191.04% | Put |
| 129 | HESHESS CORP | 202,114 | $12.1B | 190.32% | Put |
| 130 | WDCWESTERN DIGITAL CORP | 251,053 | $11.9B | 185.90% | Put |
| 131 | FLRFLUOR CORP NEW | 236,200 | $11.6B | 182.37% | Put |
| 132 | CNRCANADIAN NATL RY CO | 196,976 | $11.6B | 182.28% | Put |
| 133 | RDS/AROYAL DUTCH SHELL PLC | 208,400 | $11.5B | 180.29% | Put |
| 134 | AYIACUITY BRANDS INC | 45,848 | $11.4B | 178.13% | Put |
| 135 | MOSMOSAIC CO NEW | 430,000 | $11.3B | 176.39% | Put |
| 136 | AMGAFFILIATED MANAGERS GROUP | 79,429 | $11.2B | 175.18% | Put |
| 137 | NOVEURNATIONAL OILWELL VARCO INC | 330,485 | $11.1B | 174.24% | Put |
| 138 | RYROYAL BK CDA MONTREAL QUE | 186,256 | $11.0B | 172.44% | Put |
| 139 | TTMCHFTATA MTRS LTD | 310,837 | $10.8B | 168.85% | Put |
| 140 | RJFRAYMOND JAMES FINANCIAL INC | 209,004 | $10.3B | 161.46% | Put |
| 141 | BUDANHEUSER BUSCH INBEV SA/NV | 77,889 | $10.3B | 160.69% | Put |
| 142 | —ARM HLDGS PLC | 222,000 | $10.1B | 158.29% | Put |
| 143 | DHID R HORTON INC | 315,043 | $9.9B | 155.39% | Put |
| 144 | CLRUSDCONTINENTAL RESOURCES INC | 215,200 | $9.7B | 152.64% | Put |
| 145 | —HARMAN INTL INDS INC | 135,593 | $9.7B | 152.57% | Put |
| 146 | KOCOCA COLA CO | 214,500 | $9.7B | 152.34% | Put |
| 147 | MCXMCCORMICK & CO INC | 91,052 | $9.7B | 152.18% | Put |
| 148 | AKAMAKAMAI TECHNOLOGIES INC | 168,591 | $9.4B | 147.73% | Put |
| 149 | 4I1PHILIP MORRIS INTL INC | 92,600 | $9.4B | 147.57% | Call |
| 150 | EQTEQT CORP | 120,279 | $9.3B | 145.90% | Put |
| 151 | WBAWALGREENS BOOTS ALLIANCE INC | 108,940 | $9.1B | 142.14% | Put |
| 152 | CLCOLGATE PALMOLIVE CO | 122,370 | $9.0B | 140.35% | Put |
| 153 | ATVIEURACTIVISION BLIZZARD INC | 221,093 | $8.8B | 137.27% | Put |
| 154 | DUKDUKE ENERGY CORP NEW | 100,900 | $8.7B | 135.64% | Put |
| 155 | TDTORONTO DOMINION BK ONT | 201,357 | $8.6B | 135.43% | Put |
| 156 | TRGPTARGA RES CORP | 205,000 | $8.6B | 135.35% | Put |
| 157 | A4SAMERIPRISE FINL INC | 95,559 | $8.6B | 134.52% | Put |
| 158 | SEICSEI INVESTMENTS CO | 177,156 | $8.5B | 133.54% | Put |
| 159 | IWMISHARES TR | 72,800 | $8.4B | 131.14% | Put |
| 160 | BCEBCE INC | 174,162 | $8.2B | 129.10% | Put |
| 161 | MIC2EURMACQUARIE INFRASTRUCTURE COR | 111,176 | $8.2B | 128.99% | Put |
| 162 | NWLNEWELL BRANDS INC | 168,940 | $8.2B | 128.55% | Put |
| 163 | OXYOCCIDENTAL PETE CORP DEL | 107,950 | $8.2B | 127.79% | Put |
| 164 | UTXZUNITED TECHNOLOGIES CORP | 78,955 | $8.1B | 126.85% | Put |
| 165 | CAHCARDINAL HEALTH INC | 103,234 | $8.1B | 126.17% | Put |
| 166 | MDLZMONDELEZ INTL INC | 175,463 | $8.0B | 125.11% | Put |
| 167 | URIUNITED RENTALS INC | 118,200 | $7.9B | 124.26% | Put |
| 168 | BNSBANK N S HALIFAX | 161,049 | $7.9B | 123.65% | Put |
| 169 | LLYLILLY ELI & CO | 97,981 | $7.7B | 120.91% | Put |
| 170 | RRCRANGE RES CORP | 178,399 | $7.7B | 120.58% | Put |
| 171 | CLXCLOROX CO DEL | 54,653 | $7.6B | 118.50% | Put |
| 172 | DYHTARGET CORP | 108,059 | $7.5B | 118.20% | Put |
| 173 | UPSUNITED PARCEL SERVICE INC | 69,487 | $7.5B | 117.27% | Put |
| 174 | MKLMARKEL CORP | 7,800 | $7.4B | 116.44% | Put |
| 175 | —YAHOO INC | 196,514 | $7.4B | 115.64% | Put |
| 176 | DOVDOVER CORP | 105,438 | $7.3B | 114.52% | Put |
| 177 | AEPAMERICAN ELEC PWR INC | 104,200 | $7.3B | 114.44% | Put |
| 178 | MGMMGM RESORTS INTERNATIONAL | 321,179 | $7.3B | 113.87% | Put |
| 179 | BMYBRISTOL MYERS SQUIBB CO | 98,685 | $7.3B | 113.73% | Put |
| 180 | STXSEAGATE TECHNOLOGY PLC | 293,824 | $7.2B | 112.15% | Put |
| 181 | TECK/BTECK RESOURCES LTD | 542,100 | $7.1B | 111.85% | Call |
| 182 | AEMAGNICO EAGLE MINES LTD | 133,110 | $7.1B | 111.57% | Put |
| 183 | MDTMEDTRONIC PLC | 79,800 | $6.9B | 108.50% | Put |
| 184 | LNCLINCOLN NATL CORP IND | 177,331 | $6.9B | 107.72% | Put |
| 185 | MFCMANULIFE FINL CORP | 496,791 | $6.8B | 106.42% | Put |
| 186 | ULTAULTA SALON COSMETCS & FRAG I | 27,692 | $6.7B | 105.71% | Put |
| 187 | NKENIKE INC | 122,068 | $6.7B | 105.59% | Put |
| 188 | DLTRDOLLAR TREE INC | 71,293 | $6.7B | 105.26% | Put |
| 189 | XLNXEURXILINX INC | 145,459 | $6.7B | 105.13% | Put |
| 190 | —COACH INC | 164,093 | $6.7B | 104.74% | Put |
| 191 | RIORIO TINTO PLC | 212,586 | $6.7B | 104.25% | Put |
| 192 | AERAERCAP HOLDINGS NV | 196,317 | $6.6B | 103.31% | Put |
| 193 | PHMPULTE GROUP INC | 337,734 | $6.6B | 103.14% | Put |
| 194 | HBC2HSBC HLDGS PLC | 206,900 | $6.5B | 101.50% | Put |
| 195 | MCDMCDONALDS CORP | 53,600 | $6.5B | 101.06% | Put |
| 196 | MAMASTERCARD INC | 73,211 | $6.4B | 101.01% | Put |
| 197 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 111,864 | $6.4B | 100.32% | Put |
| 198 | NVSNNOVARTIS A G | 76,222 | $6.3B | 98.53% | Put |
| 199 | BKBANK NEW YORK MELLON CORP | 160,273 | $6.2B | 97.55% | Put |
| 200 | —ULTIMATE SOFTWARE GROUP INC | 29,500 | $6.2B | 97.19% | Put |